My favorite Gay Pride was in NYC in 1993. It was the only year I attended the parade, the pier dance and the fireworks that followed. I went with a good friend of mine (who passed away a few years ago). I have never been one for crowds, but I really had a good time. If I'm remembering correctly, the only time there wasn't a parade was the following year (the 25th anniversary of Stonewall). There were two separate factions, and no one filed the proper paperwork (or something like that) to secure the parade route. Talk about a blunder on such a significant milestone.
I do not, nor do I have any real desire to participate as I get older. I'll be in NYC this weekend for other reasons, and it will be my first Pride there since I moved away in 2000.
In looking back, I wish I had gone the year I came out (1988). I was still very new to the city and it was one of the few times I have felt absolutely alone. I remember hearing the revelry of the pier dance and fireworks from my apartment, but could not bring myself to go outside (I was living in the West Village at the time).